+45.9%
ROK vs SPXU
-85.5%
+131.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.4% |
| 7D | -1.6% | +6.4% | -8.0% | +0.9% |
| 30D | -5.4% | +5.9% | -11.4% | -3.1% |
| 3M | -4.0% | -11.7% | +7.7% | -7.9% |
| 6M | +13.3% | -28.7% | +42.0% | +1.5% |
| YTD | +9.3% | -26.4% | +35.7% | 0.0% |
| 1Y | +25.8% | -35.2% | +61.0% | +10.7% |
| 3Y | +49.1% | -79.8% | +128.9% | -4.8% |
| 5Y | +45.9% | -86.1% | +131.9% | -5.4% |
| All | +45.9% | -85.5% | +131.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling